After a lot of struggle, I was successful with using a .bib file for the references in my .tex file using the following 2 lines of code:

\bibliographystyle{abbrv}
\bibliography{parallel-stochastic-hmm}

Unfortunately, I just found out that I need to produce a single .tex file instead of using separate files. How do I insert the citations of my .bib file into my .tex file? Is there a special command for that?

When you compile this the first time, a bib file is created just like several other files are created (aux, toc, log, etc) so it shouldn't be a problem for whoever is requesting to have everything in a single file. After the first compile, you need to run bibtex as you normally would. Everything is pretty much the same.

Edit: I see now that using filecontents is the solution in the post to which @N.N. pointed in his comment.